Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
26.10.2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
23.10.2015 | 10.20% | 0.03 | 0.05 | 500'000 | 50'000 | 405'931 | 50'000 | 46'441 | 6'701 | 51.92% | 51.92% |
22.10.2015 | 3.19% | 0.25 | 0.26 | 200'000 | 50'000 | 163'716 | 50'000 | 51'583 | 16'385 | 100.00% | 100.00% |
21.10.2015 | 4.04% | 0.28 | 0.29 | 180'000 | 50'000 | 190'072 | 50'000 | 51'337 | 14'083 | 100.00% | 100.00% |
20.10.2015 | 4.95% | 0.27 | 0.28 | 190'000 | 50'000 | 205'271 | 50'000 | 50'733 | 13'016 | 100.00% | 100.00% |
19.10.2015 | 3.58% | 0.29 | 0.30 | 180'000 | 50'000 | 174'969 | 50'000 | 51'686 | 15'362 | 100.00% | 100.00% |
16.10.2015 | 3.20% | 0.32 | 0.33 | 160'000 | 50'000 | 166'157 | 49'867 | 51'576 | 16'012 | 100.00% | 100.00% |
15.10.2015 | 2.79% | 0.41 | 0.42 | 130'000 | 50'000 | 121'858 | 50'000 | 51'926 | 22'034 | 100.00% | 100.00% |
14.10.2015 | 1.85% | 0.52 | 0.53 | 100'000 | 50'000 | 96'885 | 50'000 | 51'901 | 27'350 | 96.33% | 96.33% |